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1.
This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding extended symplectic pencil enables to identify a subspace in which all the solutions of the generalized discrete algebraic Riccati equation are coincident. This subspace is the key to derive a decomposition technique for the generalized Riccati difference equation. This decomposition isolates a “nilpotent” part, which converges to a steady-state solution in a finite number of steps, from another part that can be computed by iterating a reduced-order generalized Riccati difference equation.  相似文献   

2.
This paper presents a self-contained introduction to a general conjoint measurement framework for the analysis of nontransitive and/or incomplete binary relations on product sets. It is based on the use of several kinds of marginal traces on coordinates induced by the binary relation.This framework leads to defining three general families of models depending on the kind of trace that they use. Contrary to most conjoint measurement models, these models do not involve an addition operation. This allows for a simple axiomatic analysis at the cost of very weak uniqueness results.  相似文献   

3.
This work shows that, in a two-period framework, prudence has a positive effect on optimal prevention. This conclusion is the opposite to that obtained in a one-period framework [Eeckhoudt L., Gollier C., 2005. The impact of prudence on optimal prevention. Economic Theory 26, 989–994]. This is due to the opposite effect of prevention on wealth in the period where the risk occurs.  相似文献   

4.
This work shows that, in a two-period framework, prudence has a positive effect on optimal prevention. This conclusion is the opposite to that obtained in a one-period framework [Eeckhoudt L., Gollier C., 2005. The impact of prudence on optimal prevention. Economic Theory 26, 989–994]. This is due to the opposite effect of prevention on wealth in the period where the risk occurs.  相似文献   

5.
Following the construction due to Hartog and Vink we introduce a metric on the set of idempotent probability measures (Maslov measures) defined on an ultrametric space. This construction determines a functor on the category of ultrametric spaces and nonexpanding maps. We prove that this functor is the functorial part of a monad on this category. This monad turns out to contain the hyperspace monad.  相似文献   

6.
This paper gets the Beltrami equations satisfied by a 1-quasiconformal mapping, which are exactly CR or anti-CR equations on (2,2)-type quadric Q0. This means a 1-quasiconformal mapping on Q0 is CR or anti-CR. This reduces the determination of 1- quasiconformal mappings to a problem on the theory of several complex analysis. The result about the group of CR automorphisms is used to determine the unit component of group of 1-quasiconformal mappings.  相似文献   

7.
This paper is a presentation of a work that consists to model a biped robot walk in simulation. The specific objective is to develop a strategy based on an evolutionary method. The chosen architecture to represent the biped includes ten degrees of freedom on ten articulations between seven links. This evolutionary method is a generation of articulation angles using a particle swarm optimization (PSO). This work invokes also the direct kinematic principle. The PSO guarantees the stability of the biped by using a constraint on the center of mass (CoM) and the polygon of support. Results show that this method is tempting for a high level development.  相似文献   

8.
We consider the problem of the generation of quadrilateral grids on planar domains. This problem is numerically solved by a two phases method: an iterative procedure based on the well-known variational approach, and an active set procedure to obtain unfolded quadrilaterals. This second phase is performed only when it is really necessary, in fact the first phase alone gives satisfactory results on a large number of domains. This two phases approach provides a robust method with low computational cost. Numerical experiments show that this method is able to generate unfolded grids also on complex domains.  相似文献   

9.
We propose a numerical algorithm for a model of the spread of infection in the theory of epidemics. This model involves a threshold for becoming infective and leads to a system of delay-differential equations with the delay function which depends on the values of the unknowns over an interval. The numerical algorithm is based on diagonally implicit multistage integration formulas with stage order equal to the order of the method. This makes possible the efficient evaluation of past values to the accuracy compatible with the requested error tolerance. This algorithm is appicable to the general model without any simplifying assumptions on the parameters of the delay-differential system. Numerical results illustrate the effect of varying various parameters of the model on the spread of infection in a constant population.  相似文献   

10.
结合一次针对三江平原湿地非使用价值进行的问卷调查,对条件价值法中支付意愿与问卷各问题之间的相关关系进行分析.对无序变量采用了χ2检验方法,对定序变量采用了Kendall系数检验.最终认为,受访者的社会情况与对湿地的认识问题相比较,受访者的社会情况对支付意愿有着更强烈的影响.  相似文献   

11.
This article presents new bijections on planar maps. At first a bijection is established between bipolar orientations on planar maps and specific “transversal structures” on triangulations of the 4-gon with no separating 3-cycle, which are called irreducible triangulations. This bijection specializes to a bijection between rooted non-separable maps and rooted irreducible triangulations. This yields in turn a bijection between rooted loopless maps and rooted triangulations, based on the observation that loopless maps and triangulations are decomposed in a similar way into components that are respectively non-separable maps and irreducible triangulations. This gives another bijective proof (after Wormald’s construction published in 1980) of the fact that rooted loopless maps with n edges are equinumerous to rooted triangulations with n inner vertices.  相似文献   

12.
This work is devoted to the study of subharmonic solutions near an equilibrium for certain Hamiltonian systems. We impose a weak condition on the Floquet exponents of the linearized system, and a superquadratic condition on the higher order term. This last condition is reduced to the center manifold. This research was supported in part by the Air Force Office of Scientific Research under Grant AFOSR-87-0202.  相似文献   

13.
The convex hull of the vertices of a simplex and a point lying on the hyperplane spanned by the simplex is called a flat cone on the simplex. This paper proposes a natural way to simplicially triangulate flat cones on simplices and develops its applications to PL homotopy methods. This work is supported in part by the Fund of the National Committee of Education of China and in part by the National Natural Science Foundation of China.  相似文献   

14.
Stochastic relations are the Kleisli morphisms for the Giry monad. This paper proposes the study of the associated morphisms and congruences. The relationship between kernels of these morphisms and congruences is studied, and a unique factorization of a morphism through this kernel is shown to exist. This study is based on an investigation into countably generated equivalence relations on the space of all subprobabilities. Operations on these relations are investigated quite closely. This utilizes positive convex structures and indicates cross-connections to Eilenberg-Moore algebras for the Giry monad. Hennessy-Milner logic serves as an illustration for randomized morphisms and congruences.  相似文献   

15.
16.
In this paper, different heuristics are devised to solve a multi-period capacity expansion problem for a local access telecommunications network with a tree topology. This expansion is done by installing concentrators at the nodes and cables on the links of the network. The goal is to find a least cost capacity expansion strategy over a number of periods to satisfy the demand. A local search heuristic is first proposed to improve previously reported results on problem instances based on different cost and demand structures. This heuristic is then integrated into a genetic algorithm to obtain further improvements.  相似文献   

17.
建立了层次分析法参数化的随机模型 .通过计算难度系数 ,得出权向量 ;从而有利于广泛应用且真实可靠 .  相似文献   

18.
基于Fourier分析的中国股市波动周期研究   总被引:3,自引:0,他引:3  
通过对沪深两市波动周期的实证分析 ,揭示了中国股市的周期性波动特征 ,并对两市波动的周期性进行了对比 ,为进一步研究我国资本市场的波动提供了依据 .  相似文献   

19.
This paper considers the numerical simulation of optimal control evolution dam problem by using conjugate gradient method.The paper considers the free boundary value problem related to time dependent fluid flow in a homogeneous earth rectangular dam.The dam is taken to be sufficiently long that the flow is considered to be two dimensional.On the left and right walls of the dam there is a reservoir of fluid at a level dependent on time.This problem can be transformed into a variational inequality on a fixed domain.The numerical techniques we use are based on a linear finite element method to approximate the state equations and a conjugate gradient algorithm to solve the discrete optimal control problem.This algorithm is based on Armijo's rule in the unconstrained optimization theory.The convergence of the discrete optimal solutions to the continuous optimal solutions,and the convergence of the conjugate gradient algorithm are proved.A numerical example is given to determine the location of the minimum surface  相似文献   

20.
This paper presents an improved approach to the theory of harmonic measures for foliated spaces introduced by Garnett. This approach is based on a method for solving elliptic equations on foliated spaces and on the Hille-Yosida theory. The diffusion semigroup of a general Laplacian and its infinitesimal generator are made explicit. Applications of the path space to the dynamical study of a foliated space are described. In particular, the final section studies cocycles on foliated spaces, a formula for their asymptotic limit, and some analytic and geometric consequences.  相似文献   

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